1. Field of the Invention
The present invention relates to an apparatus, a program and a method for solving mathematical programming problems.
2. Description of Related Art
Conventionally, there is known a method for solving a mathematical programming problem to optimize a unit commitment program of a power generator, and the like. For example, JP2006-178626A describes a method for correcting an operation program for electric power or heat, including correcting an operation program created on the basis of a predicted value of the change quantity of an input parameter, when a true change quantity of the input parameter is revealed. Moreover, JP10-301603A describes a method for calculating a steam load allocation for a turbine by applying a linear programming problem to a plurality of turbines having different efficiency characteristics.